What does music video editors do to replace a blue sky with white background?

Most Music videos shot outside instead of having blue skies they have this white layer which is used instead of the blue sky.What are the procedures followed,if there is a plug in that is used then let me know.Am using Adobe Cs3

Most Music recordings shot outside as opposed to having blue skies they have this white layer which is utilized rather than the blue sky.What are the techniques followed,if there is a module that is utilized at that point let me know.More Info: